Assistant Vice President Market Risk Management

**Company Introduction:** _We’re home to Asia's most dynamic and vibrant capital markets. Connecting capital, ideas, inspiration and innovation for deeper, more diverse and liquid global capital markets; providing greater choice and opportunity for our customers, each and every day._ _HKEX is a purpose-driven company. Our commitment to the long-term development of our business and our markets is articulated in our purpose: "To Connect, Promote and Progress our Markets and the Communities they support for the prosperity of all."_ **Job Summary:** Quantitative Risk Management (QRM) is responsible for providing governance to the first line risk teams across all HKEX group clearing houses on initiatives such as new product/service launch, methodology changes and model parameter reviews. The team is also responsible for establishing the model risk governance framework of the group, financial risk policy / appetite reviews, group level financial risk data management and other group risk management related quantitative modelling works for continued enhancements of its risk management capabilities. **Job Duties:** **Job Responsibilities:** * Join a high calibre team of quant analysts and developers within the Group Quant Risk team in HK. * Develop, maintain, and enhance the clearing house risk management framework, methodologies and policies, including market risk, liquidity risk and investment risk etc. * Lead / support projects in Quantitative Risk team, liaising with cross departmental stakeholders and regulators. * Responsible for other project-based tasks as and when assigned. * Collaborate closely with the model validation team to facilitate the validation of models that the team developed or owned; and work on enhancements to implement new models / methodologies or to improve existing models / methodologies. **Job Requirements:** * A degree holder in accounting, finance or quantitative field (Technology, Engineering, Statistics, etc.). * At least 6-8 years of relevant experiences working in financial markets, experience in market and/or liquidity risk management is a plus. Candidates with less experience will be considered for an Associate role. * Experience in programming is preferred (Matlab/Python/VBA/SQL). * Knowledge of financial and investment products and the related risks factors and trading dynamics. * Solid knowledge in derivatives pricing and sensitivity analysis in at least one of the asset classes: equity, FX, commodity, fixed income or OTC derivatives. * Strong analytical and problem-solving skills. * Outstanding aptitude for teamwork and willingness to learn. * Good written and verbal communication skills are required. * Fluent in English. _HKEX is committed as an Equal Opportunity Employer. Diversity is one of our core values and we look to support, respect diverse perspectives, abilities, culture and experiences within our workplace._ **Location:** HKEX - Exchange Square **Shift:** Standard - 40 Hours (Hong Kong SAR) **Scheduled Weekly Hours:** 40 **Worker Type:** Permanent